The first question we had to ask ourselves after looking the returns in March was, “Are the asset classes becoming increasingly correlated?” Here’s what happened in March by the numbers:
What Percent Are You? A detailed look at where you fit in our vast nation of income-earners – (WSJ) Meet the millennials looking to get rich or die tryin’ with one of Wall Street’s riskiest oil plays – (Market Watch) Barclays: Bull Run In Commodities Ending – (ValueWalk) Banks Raise Oil Price Forecasts But Remain […]
Perhaps more telling than the snapshot as of December, is the best allocation percentage according to the efficient frontier each year going back most of a decade
Despite March’s numbers, the asset class average performance remains positive of the year, up 2.21%
The conditions causing poor performance can create the environment needed for good performance.
It’s definitely ironic that the commodity market that so many Global Macro and Managed Futures programs were able to find large returns from in 2014-2015, is the same commodity market that is bordering on untradeable in 2016.
The categorization of alternative strategies can be confusing. Here’s a chart to help of Hedge Fund Categories compared to Morningstar categories.
Don’t look now, but almost 40% of the global bond markets have negative interest rates. Just what are negative interest rates and what does it mean for the average investor?
But how much can investors expect stocks and Managed Futures to be in a drawdown?
How big is the Liquid Mutual fund compared to the rest of the industry? And is that growth in addition to, or at the expense of, the rest of the industry?